The author focuses on the “decoupling and recoupling” idea that can critically increase both computational and forecasting efficiencies in practical problems for economic and financial data. My discussion is twofold. First, I briefly describe the idea with an example of time-varying vector autoregressions, which are widely used in the context. Second, I highlight the issue of how to assess patterns of simultaneous relationships.

中文翻译：

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讨论“多元时间序列的贝叶斯预测：可扩展性、结构不确定性和决策”

作者专注于“解耦和再耦合”的思想，该思想可以在经济和金融数据的实际问题中显着提高计算和预测效率。我的讨论是双重的。首先，我用一个在上下文中广泛使用的时变向量自回归的例子来简要描述这个想法。其次，我强调了如何评估同时发生关系的模式的问题。